+4.5%
PGR vs IRE
-85.1%
+89.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.7% |
| 7D | -0.6% | -4.5% | +3.9% | -0.7% |
| 30D | +4.9% | -7.8% | +12.8% | +5.1% |
| 3M | +7.6% | -60.0% | +67.6% | +6.7% |
| 6M | +8.3% | -48.3% | +56.5% | +9.4% |
| YTD | +1.7% | -54.5% | +56.2% | +3.8% |
| All | +4.5% | -85.1% | +89.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling